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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tandem Diabetes Care (TNDM) - NASDAQ Next Earnings Date: OS Estimate: Feb. 19, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 6.0
Avg Daily Volume: 1,568,029    Market Cap: 2.95B
Sector: Healthcare    Short Interest: 23.08
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 6, 2024 AC 6.2 $34.24 @$34.00 $6.72
($34.24)
19.76% -6.54% I -2.68% I $33.32 $2.33
( $33.32 )
-65.33%
Aug. 1, 2024 AC 5.8 $35.21 @$35.00 $7.25
($35.21)
20.71% 23.68% O 18.34% I $41.67 $7.75
( $41.67 )
6.9%
May 2, 2024 AC 4.9 $36.56 @$37.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 AC 4.9 $22.55 @$22.50
Nov. 1, 2023 AC 4.7 $17.75 @$17.50
Aug. 3, 2023 AC 4.7 $31.99 @$32.50
May 3, 2023 AC 4.5 $39.95 @$40.00
Feb. 22, 2023 AC 4.6 $40.05 @$40.00
Nov. 2, 2022 AC 3.8 $51.34 @$51.50
Aug. 3, 2022 AC 3.4 $68.97 @$69.00

 
 
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